What are the implications for having Python scripts or add-ons licensed GPL incompatible?
I think law.stackexchange.com would be the best place online for an accurate answer, the following should be consider when formulating an answer and not taken as legal advice.

The issue comes from how python works, a python script is often viewed as a simple text file (or interpreted script) by most people, technically it is a source file that gets compiled into bytecode -


  bytecode
  Python source code is compiled into bytecode, the internal representation of a Python program in the CPython interpreter. ... This “intermediate language” is said to run on a virtual machine that executes the machine code corresponding to each bytecode.


The action of compiling a script means python scripts are a source code file used to generate a binary code that then links to (or dynamically calls) functions within blender, this means they could be treated as derivative works the same as adding a source file to the blender code base, this makes blender the library file that the python script links to. As well as a plain python script linking to blender, an addon script is compiled into code that blender calls, which would make an addon closer to a derived work than a plain python script used to automate a task.

It could therefore be said that any user that adds an addon to blender is building their own custom variation of blender. Placing the addon in a location that blender can find it, or installing with the install from file button in preferences, causes the compilation of the addon, then enabling the addon links blender and the addon into a derived work.

The LGPL was created specifically to allow a program to link to covered code without having to be released under the same terms as the code being linked to.

In contrast a shell script is read at run time to invoke external programs to execute with given parameters and retrieve the result output from the program. This means a shell script does not generate binary code that links to other code so does not get considered as a derivative work.